Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.017789 0.020172 0.022778 0.025841 0.029350 0.033247 0.037912
2024-10-06 0.014368 0.017679 0.021626 0.026693 0.033050 0.040793 0.050984
2024-10-13 0.011785 0.015294 0.019720 0.025744 0.033777 0.044187 0.058808
2024-10-20 0.010166 0.013774 0.018540 0.025343 0.034883 0.047899 0.067201
2024-10-27 0.008754 0.012300 0.017170 0.024408 0.035004 0.050116 0.073605
2024-11-03 0.008179 0.011885 0.017163 0.025310 0.037729 0.056199 0.086218
2024-11-10 0.007640 0.011446 0.017044 0.025991 0.040140 0.062009 0.099050
2024-11-17 0.007164 0.011037 0.016909 0.026596 0.042453 0.067854 0.112581
2024-11-24 0.006541 0.010332 0.016236 0.026262 0.043187 0.071199 0.122297
2024-12-01 0.006019 0.009734 0.015667 0.026017 0.044011 0.074726 0.132675
2024-12-08 0.005569 0.009206 0.015157 0.025806 0.044843 0.078308 0.143517
2024-12-15 0.005324 0.008997 0.015149 0.026446 0.047210 0.084810 0.160505
2024-12-22 0.004953 0.008548 0.014708 0.026302 0.048197 0.089000 0.173802
2024-12-29 0.004783 0.008436 0.014847 0.027225 0.051269 0.097453 0.196706
2025-01-05 0.004350 0.007814 0.014016 0.026252 0.050595 0.098565 0.204647
2025-01-12 0.004041 0.007391 0.013509 0.025843 0.050971 0.101774 0.217390
2025-01-19 0.003691 0.006863 0.012761 0.024888 0.050140 0.102412 0.224563
2025-01-26 0.003604 0.006828 0.012946 0.025810 0.053270 0.111667 0.252347
2025-02-02 0.003495 0.006740 0.013018 0.026504 0.055988 0.120329 0.279943
2025-02-09 0.003385 0.006638 0.013054 0.027123 0.058598 0.129039 0.308860
2025-02-16 0.003182 0.006336 0.012659 0.026781 0.059031 0.132844 0.326168
2025-02-23 0.003005 0.006072 0.012321 0.026532 0.059645 0.137130 0.345282
2025-03-02 0.002845 0.005831 0.012012 0.026316 0.060313 0.141612 0.365528